COTTON NO. 2 - ICE FUTURES U.S. Code-033661 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 329,306 COMMITMENTS 27,384 26,564 135,410 152,873 155,327 315,667 317,301 13,639 12,005 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -13,832) -2,422 -5,786 -3,039 -8,552 -4,405 -14,012 -13,229 180 -603 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 8.1 41.1 46.4 47.2 95.9 96.4 4.1 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277) 108 78 106 79 72 235 213 FRZN CONCENTRATED ORANGE JUICE - ICE FUTURES U.S. Code-040701 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 15,000 POUNDS) OPEN INTEREST: 47,004 COMMITMENTS 8,036 8,389 13,272 20,803 21,698 42,111 43,359 4,892 3,645 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -444) 427 -621 -763 629 1,331 292 -53 -735 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 17.8 28.2 44.3 46.2 89.6 92.2 10.4 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107) 35 37 28 29 19 80 73 COCOA - ICE FUTURES U.S. Code-073732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 10 METRIC TONS) OPEN INTEREST: 135,718 COMMITMENTS 27,884 20,410 22,517 81,556 88,984 131,957 131,911 3,762 3,807 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,582) -906 -499 2,095 2,258 -239 3,447 1,356 -1,865 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 15.0 16.6 60.1 65.6 97.2 97.2 2.8 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141) 35 34 36 57 46 114 101 SUGAR NO. 11 - ICE FUTURES U.S. Code-080732 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 112,000 POUNDS) OPEN INTEREST: 966,314 COMMITMENTS 121,432 65,568 243,859 533,752 586,879 899,043 896,306 67,272 70,008 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 9,093) -1,810 2,472 7,464 2,466 -3,798 8,120 6,138 972 2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 6.8 25.2 55.2 60.7 93.0 92.8 7.0 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221) 59 56 75 87 82 190 176 COFFEE C - ICE FUTURES U.S. Code-083731 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (CONTRACTS OF 37,500 POUNDS) OPEN INTEREST: 196,886 COMMITMENTS 15,405 27,165 70,252 105,113 93,033 190,770 190,450 6,116 6,436 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -14,964) -816 -1,183 -8,515 -4,357 -4,078 -13,688 -13,776 -1,276 -1,188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 13.8 35.7 53.4 47.3 96.9 96.7 3.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341) 99 89 101 129 118 277 267 U.S. DOLLAR INDEX - ICE FUTURES U.S. Code-098662 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (U.S. DOLLAR INDEX X $1000) OPEN INTEREST: 48,907 COMMITMENTS 26,861 1,512 3,738 13,135 39,294 43,733 44,544 5,174 4,363 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 1,474) 480 -885 310 -970 -93 -180 -668 1,654 2,142 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 54.9 3.1 7.6 26.9 80.3 89.4 91.1 10.6 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59) 35 9 9 9 8 46 25 RUSSELL 2000 STOCK INDEX - ICE FUTURES U.S. Code-239777 OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 IND X $500.00) OPEN INTEREST: 15,874 COMMITMENTS 2,198 2,055 726 10,398 12,508 13,322 15,289 2,552 585 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: 3,971) 849 -549 87 3,387 4,532 4,323 4,070 -352 -99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 12.9 4.6 65.5 78.8 83.9 96.3 16.1 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 1 8 12 13 15 RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. Code-23977A OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/08 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- (RUSSELL 2000 INDEX X $100.00) OPEN INTEREST: 489,316 COMMITMENTS 34,169 132,151 8,633 433,034 311,471 475,836 452,256 13,479 37,060 CHANGES FROM 10/07/08 (CHANGE IN OPEN INTEREST: -6,498) -12,150 -9,753 -3,474 15,971 8,657 346 -4,570 -6,844 -1,927 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 27.0 1.8 88.5 63.7 97.2 92.4 2.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262) 26 62 19 92 121 126 194
Updated October 17, 2008